News

Update of the Technical Information on the relevant risk free interest rate term structures – January and February 2015
06/03/2015 12:00

​The European Insurance and Occupational Pensions Authority (EIOPA) has published the Technical Information on the relevant risk free interest rate term structures to be applied by (re)insurance undertakings in the calculation of their technical provisions with reference to the end of  the months of January and February 2015.

The update is released under a dedicated section of EIOPA’s website, which contains the Technical Information for end December 2014, and the Technical Documentation with a complete description of the inputs, assumptions and methodology applied; in addition there is a list of answers to frequently asked questions.

Click here to view the documentation.

Legal Background

The main legal basis of this publication is Article 77e(1) of Directive 2009/138/EC (Solvency II Directive) and Recital 23 of the Delegated Regulation of Solvency II.